I ordered a bunch of ESP8266 modules in November and I have been developing applications since then with the available environments:
1 - Arduino IDE
2 - MicroPython
3 - Native SDK

Arduino IDE is great because it allowed me to re-use the code I wrote to access Azure through REST for my Azure Watering System.
Having both WiFi and a low power MCU I decided to build a Wireless station to monitor Humidity and Temperature and report to Azure.
Several SSIDs may be included in the program, therefore this monitoring device may be used inside and in the surroundings of my home - connected through home WiFi, or anywhere if I connect through my 3G+ phone.
The actual challenge for a Wireless station is to be REALLY wireless, this means running on battery. I used a 400MAh 1S LiPo I had in stock to see how long it would run between recharge.
The actual setup is as follows:

This includes more than the ESP8266 and DHT11 shield (in the back) and Battery (in front),
1 - The display and resistors are used to measure LiPo voltage (connected 2 seconds once a day or less)
2 - The circuit with the push button is a TPL5110 power breakout from Adafruit 
3 - A battery shield is added on the ESP8266 to adapt LiPo 4V to ESP 3.3V

I purchased the TPL5110 after testing the ESP8266 powed breakout (deep sleep mode). The ESP8266 alone is not good at power saving, at least with a LiPo because it requires a voltage adapter (4V to 3.3V) and the circuit in the battery shield consumes most of the power when it is always connected to the LiPo. 
Using a 3,3V battery with no battery shield may be better, though my ESP board is a Wemos and it has both a serial adapter an ESP internal voltage adapter for Arduino compatible 5V... these two will consume power continuously if connected to the 3,3V battery, even if the ESP is in deep sleep and only its RTC circuit is running.
The TPL5110 allows to cut the circuit upfront and starve all these power eaters, its period is set to 135 minutes, which means 11 measures a day sent to Azure. The following figure shows Lipo Voltage dropout (vertical graduations are weeks), two tests were using ESP deep sleep mode (11 days maximum) and the third one is using the TPL5110 (the LiPo may run for more than two month).

The data stored on Azure are shown herafter (RED= Humidity, BLUE = Temperature):
Notice that the sensor was installed outside for a few cold days... and the weekly period where the room is warmer (and dryer) on week ends.